Bruno Dupire Archives - Cboe Blogs

  • Market News | VIX | Trader Talk | Education | Mar 4, 2015, 6:45 PM

    CBOE Risk Management Presentation - Arbitraging Volatility Estimates

    CBOE Risk Management Presentation - Arbitraging Volatility Estimates

    The 31st edition of the CBOE Risk Management Conference kicked off today with a very educational session from Bruno Dupire who is the Head of Quantitative Research at Bloomberg. His discussion centered on trading volatility which is a core theme of many presentations that will be given over the next few days here in Carlsbad. The timing of Dupire going first at the conference was perfect as his sessions are always as educational as they are informative.  (The Twitter handle for this conference[...]